-51.4%
ILMN vs TSN
-22.4%
-29.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +1.2% | -6.3% | +7.5% | +2.7% |
| 30D | +9.2% | -10.8% | +20.0% | +12.2% |
| 3M | +29.8% | -8.8% | +38.6% | +32.2% |
| 6M | +69.2% | -16.8% | +86.0% | +75.8% |
| YTD | +66.4% | -10.0% | +76.4% | +68.3% |
| 1Y | +123.4% | -5.3% | +128.7% | +121.6% |
| 3Y | +33.2% | +8.5% | +24.6% | +21.9% |
| All | -51.4% | -22.4% | -29.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling